You can obtain the syllabus here.

Homework:
• Due Thursday, September 4
  • 1.3.9
  • Prove that if A₁, A₂ ... is a decreasing sequence of sets in the sigma field then P( ∩ A_i) = lim(P(A_i))
• Due Thursday, September 11
  • 1.3.15
  • 1.3.19
  • 1.4.6
  • 1.4.11
  • 1.4.18
  • 1.5.2.a
• Due Thursday, September 18
  • 1.6.8
  • 1.7.1
  • 1.7.9.b
  • 1.7.15
  • 1.8.1
  • 1.8.9
• Due Thursday, September 25
  • 2.1.7
  • 2.2.5
  • 2.3.11
  • 2.5.9
  • 2.6.1
  • Suppose that X and Y are independent. Let g be one-to-one, and let Z = g(X) and W = g(Y).
    1. Find f_Z(z) and f_W(w).
    2. Find f_Z,W(z,w).
    3. Argue that Z and W are independent.
• Due Tuesday, October 21.
  • 3.1.4
  • 3.1.12
  • 3.1.18
  • 3.2.3
  • 3.2.5
  • 3.3.6
  • 3.4.11